Approximate CAPM when preferences are CRRA

P.J.J. Herings, F. Kubler

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages22
DOIs
Publication statusPublished - 1 Jan 2003

Publication series

SeriesMETEOR Research Memorandum
Number040

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